Univariate ARIMA Extrapolation Forecast | ||||||||
time | Y[t] | F[t] | 95% LB | 95% UB | p-value (H0: Y[t] = F[t]) | P(F[t]>Y[t-1]) | P(F[t]>Y[t-s]) | P(F[t]>Y[108]) |
96 | 10216 | - | - | - | - | - | - | - |
97 | 10943 | - | - | - | - | - | - | - |
98 | 9867 | - | - | - | - | - | - | - |
99 | 10203 | - | - | - | - | - | - | - |
100 | 10837 | - | - | - | - | - | - | - |
101 | 10573 | - | - | - | - | - | - | - |
102 | 10647 | - | - | - | - | - | - | - |
103 | 11502 | - | - | - | - | - | - | - |
104 | 10656 | - | - | - | - | - | - | - |
105 | 10866 | - | - | - | - | - | - | - |
106 | 10835 | - | - | - | - | - | - | - |
107 | 9945 | - | - | - | - | - | - | - |
108 | 10331 | - | - | - | - | - | - | - |
109 | 10718 | 10865.0758 | 10288.7758 | 11494.8163 | 0.3236 | 0.9518 | 0.4042 | 0.9518 |
110 | 9462 | 9851.2372 | 9357.3624 | 10388.1795 | 0.0777 | 8e-04 | 0.4771 | 0.0399 |
111 | 10579 | 10622.4908 | 10053.7141 | 11244.5575 | 0.4455 | 0.9999 | 0.9069 | 0.8208 |
112 | 10633 | 10526.0015 | 9957.992 | 11147.6836 | 0.3679 | 0.4336 | 0.1634 | 0.7307 |
113 | 10346 | 10687.4631 | 10097.4177 | 11334.6759 | 0.1506 | 0.5655 | 0.6356 | 0.8598 |
114 | 10757 | 10570.5519 | 9982.929 | 11215.5392 | 0.2855 | 0.7525 | 0.4081 | 0.7667 |
115 | 11207 | 11302.9947 | 10641.7177 | 12032.5593 | 0.3982 | 0.9288 | 0.2965 | 0.9955 |
116 | 11013 | 10964.8882 | 10326.6732 | 11668.6374 | 0.4467 | 0.2501 | 0.8052 | 0.9613 |
117 | 11015 | 10783.8467 | 10154.741 | 11477.7134 | 0.2569 | 0.2587 | 0.4082 | 0.8996 |
118 | 10765 | 10901.8763 | 10254.6038 | 11617.0856 | 0.3538 | 0.3783 | 0.5727 | 0.9411 |
119 | 10042 | 10038.2984 | 9463.5 | 10671.0647 | 0.4954 | 0.0122 | 0.6137 | 0.1823 |
120 | 10661 | 10445.3038 | 9827.0017 | 11128.2867 | 0.268 | 0.8764 | 0.6286 | 0.6286 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
109 | 0.0296 | -0.0135 | 0 | 21631.2914 | 0 | 0 |
110 | 0.0278 | -0.0395 | 0.0265 | 151505.5742 | 86568.4328 | 294.2251 |
111 | 0.0299 | -0.0041 | 0.019 | 1891.4522 | 58342.7726 | 241.5425 |
112 | 0.0301 | 0.0102 | 0.0168 | 11448.6752 | 46619.2483 | 215.9149 |
113 | 0.0309 | -0.0319 | 0.0199 | 116597.0597 | 60614.8105 | 246.2008 |
114 | 0.0311 | 0.0176 | 0.0195 | 34762.9015 | 56306.159 | 237.2892 |
115 | 0.0329 | -0.0085 | 0.0179 | 9214.9905 | 49578.8493 | 222.6631 |
116 | 0.0327 | 0.0044 | 0.0162 | 2314.749 | 43670.8367 | 208.9757 |
117 | 0.0328 | 0.0214 | 0.0168 | 53431.848 | 44755.3935 | 211.5547 |
118 | 0.0335 | -0.0126 | 0.0164 | 18735.1178 | 42153.366 | 205.3128 |
119 | 0.0322 | 4e-04 | 0.0149 | 13.7019 | 38322.4874 | 195.7613 |
120 | 0.0334 | 0.0207 | 0.0154 | 46524.8653 | 39006.0189 | 197.4994 |